Banks sometimes make it hard to do the right thing. Last year my bank called me, I didn't answer the unknown number and they left a message. The message had a phone number to call and a case number. I'm not going to call a number someone gives me, so I called the main number and asked to be transferred. After a few transfers to the wrong people, it eventually became clear they couldn't transfer me to this particular fraud department.
I physically went into a bank branch. A very nice banker there tried to call them for me, spent 20 minutes on hold and being transferred around. They were able to confirm the call was real, and what it was about. But the final conclusion was, there was no possible way to reach the person in this fraud department, they had to call me. We arranged a 1 hour window where they would call me and I'd be sure to answer the phone.